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News
October 30, 2026
‘This Format Turned Each Presentation Into a Collaborative Effort to Assess the Robustness of the Study
On October 16, 2026, HSE ICEF hosted the Eighth International Conference on Applied Economics. Held fully on-site, the conference brought researchers from HSE University, the New Economic School, Wuhan University, and Shandong University together in Moscow. The programme was organised around three overarching themes— ‘Environment, Resources and Policy,’ ‘Migration, Labour, and Communication,’ and ‘Consumption, Behaviour, and Climate—offering an opportunity to see how similar economic mechanisms operate in China, Pakistan, the United States, and Russia.
October 23, 2026
‘I Always Conduct Research on Topics That Genuinely Matter to Me
Anastasiia Deeva studies the socio-economic consequences of excess weight in Russia. In an interview for the Young Scientists of HSE University project, she spoke about why beauty cannot be measured, her desire to write a novel, ‘Dostoevskian’ burnout, and working at the hotel where The Shining was filmed.
October 19, 2026
'Cultural Studies Seeks to Understand What Lies Beneath the Surface of Everyday Things'
Maxim Zhiganov has been exploring different aspects of sound for many years—first in relation to his native Perm and then on a broader, global scale. In this interview for the HSE Young Scientists project, he talks about sound maps, the special issue of the journal Logos, and why it is important to make the familiar less clear and obvious.

 

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Market Risk and Financial Markets Modeling

Berlin : Springer, 2012.
Academic editor: Sornette D., Ivliev S., Woodard H.

The current financial crisis has revealed serious flaws in models, measures and, potentially, theories, that failed to provide forward-looking expectations for upcoming losses originated from market risks. The Proceedings of the Perm Winter School 2011 propose insights on many key issues and advances in financial markets modeling and risk measurement aiming to bridge the gap. The key addressed topics include: hierarchical and ultrametric models of financial crashes, dynamic hedging, arbitrage free modeling the term structure of interest rates, agent based modeling of order flow, asset pricing in a fractional market, hedge funds performance and many more.

Chapters
Term Structure Models
Lapshin V. A., , in: Market Risk and Financial Markets Modeling.: Berlin: Springer, 2012. P. 115–127.
The paper is an overview from scratch of the term structure modeling field. We present a brief review of the problem of modeling the term structure of interest rates. We start with informal problem formulation, and then, via different formalizations, we arrive at several different term structure models. We propose a new classification of term ...
Added: September 21, 2012
Estimation of Market Resiliency from High-Frequency Micex Shares Trading Data
Andreev N. A., , in: Market Risk and Financial Markets Modeling.: Berlin: Springer, 2012. P. 15–24.
This article presents an engineering approach to estimating market resiliency based on analysis of the dynamics of a liquidity index. The method provides formal criteria for defining a “liquidity shock” on the market and can be used to obtain resiliency-related statistics for further research and estimation of this liquidity aspect. The developed algorithm uses the ...
Added: September 28, 2012
How can Information on CDS Contracts be Used to Estimate Liquidity Premium in the Bond Market
Tarasova P. V., , in: Market Risk and Financial Markets Modeling.: Berlin: Springer, 2012. P. 248–254.
Liquidity is an important characteristic for any bond, but now in the literature there are no models for estimating the liquidity premium. Moreover, there is not even an exact definition of this notion. There are many facts proving the existence of the liquidity premium in the bond market. One of such fact, for example, is ...
Added: October 22, 2014
Research target: Economics and Management Computer Science
Priority areas: economics
Language: English
Text on another site
Keywords: математическое моделированиетехнические приложения вероятностно-статистических методовфинансовая наукаденежные и налоговые теориикредитно-финансовые институты
Market Risk and Financial Markets Modeling
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Beyond Global ESG: The Social Dimension and Institutional Divergence in Responsible Business Conduct in RIC Countries
Vukovic N., Sustainability 2026 Vol. 21 No. 18 P. 1–25
Responsible business conduct and ESG standards are increasingly shaped by divergent international and national assessment systems, yet comparative evidence on how emerging economies navigate this fragmentation remains limited. This study examines the role of the social dimension (S) in responsible business conduct across the RIC countries (Russia, India, and China). Using a purposive comparative design, ...
Added: October 29, 2026
Тенденции в динамике занятости в отраслях экономики России в III квартале 2026 г.
Lola I. S., Asoskov D., ИСИЭЗ НИУ ВШЭ, 2026.
В обзоре Центра конъюнктурных исследований ИСИЭЗ НИУ ВШЭ представлены текущие и прогнозные тенденции на важнейших отраслевых рынках труда, которые отражают простые и композитные индикаторы занятости (Индекс кадровой обеспеченности, Индекс совокупной занятости и т.д.), рассчитанные на основе обобщенных результатов обследований деловой активности, проводимых Росстатом в мониторинговом режиме в базовых видах экономической деятельности. Дополнительным аспектом анализа отраслевых ...
Added: October 29, 2026
Композитные индикаторы деловой активности: текущие и прогнозные траектории (III квартал 2026 г.)
Lola I. S., Asoskov D., Усов Н. А., ИСИЭЗ НИУ ВШЭ, 2026.
В обзоре представлены композитные индикаторы раннего реагирования, рассчитанные на основе обобщенных результатов обследований деловой активности, проводимых Росстатом в мониторинговом режиме в базовых видах экономической деятельности. Расчет индексов осуществляется в соответствии с методологией руководств ОЭСР "Business Tendency Surveys: A Handbook" и "OECD System of Composite Leading Indicators", совместного руководства ОЭСР и Европейской комиссии "Handbook on Constructing ...
Added: October 29, 2026
Деловая активность курьерской деятельности: тенденции 2026 года
Lola I. S., Ostapkovich G. V., Asoskov D. et al., ИСИЭЗ НИУ ВШЭ, 2026.
Аналитический обзор деловых тенденций в секторе курьерских услуг подготовлен экспертами Центра конъюнктурных исследований Института статистических исследований и экономики знаний НИУ ВШЭ. В основу обзора положены результаты конъюнктурных опросов руководителей организаций, в которых осуществляется деятельность по курьерской доставке различными видами транспорта. Такие опросы Федеральная служба государственной статистики (Росстат) запустила с I кв. 2025 г. и в рамках ...
Added: October 29, 2026
Mean-field reduction of networks of bursting neurons
Inês G., Скороход С. Н., Matteo d. V. et al., Communications in Nonlinear Science and Numerical Simulation 2027 Vol. 164 P. 1–13
The collective dynamics of spiking networks of neurons has been of central interest to both computational neuroscience and network science. Over the past years, a new generation of neural population models based on exact reductions (ER) of spiking networks have been developed. However, most of these efforts have been limited to networks of neurons with simple dynamics (e.g. the ...
Added: October 29, 2026
Platformization without platform data: A latent variable approach
Karminsky A. M., Voytov N., Russian Journal of Economics 2026 No. 12(2) P. 199–229
Digital multi-sided platforms intermediate a growing share of household expenditure, yet direct cross-country measurement of platformization remains infeasible owing to the absence of publicly available data. This paper treats platformization — defined as the ratio of household consumption expenditure intermediated by platforms to total consumer spending — as a latent variable and estimates it using ...
Added: October 29, 2026
Proceedings of the 11th Workshop on Automated Knowledge Base Construction (AKBC 2026)
Association for Computational Linguistics, 2026.
While Large Language Models (LLMs) have revolutionized NLP, they remain prone to hallucinations, reasoning “mode-collapse” in open-ended generation, and a lack of factual provenance. The Automated Knowledge Base Construction (AKBC) workshop addresses a key missing piece of the generative era: structured knowledge. Knowledge Bases (KBs) serve as ground truth for fact verification, the semantic backbone ...
Added: October 28, 2026
Оценка социального эффекта: Как выбрать методику, использовать данные и улучшить работу социального предприятия. Аналитический доклад.
Puchkov E., Knyaginina N., М.: Национальный исследовательский университет "Высшая школа экономики", 2026.
The report examines approaches to social impact assessment and the use of assessment findings in the management of social enterprises. It reviews key methods and tools, data requirements, and the limitations of the conclusions that can be drawn from them. Particular attention is paid to the role of investors, foundations, governments and professional communities in ...
Added: October 28, 2026
Оценки доходного неравенства по данным обследования домашних хозяйств и налоговой статистики
Кузин С. С., Surinov A., Экономический журнал Высшей школы экономики 2026 Т. 30 № 3 С. 515–534
В статье представлена методика оценивания распределения доходов на селения России и доходного неравенства на основе объединения данных выборочного обследования доходов домашних хозяйств и налоговых данных. Налоговые данные используются для корректировки распределения в области высоких доходов, так как в налоговой отчетности полнее по сравнению с обследованием отражаются доходы наиболее обеспеченных слоев. Для получения оценки распределения доходов ...
Added: October 28, 2026
Molecular dynamics and machine learning insights into oil-brine interfacial tension: Uncovering roles of dissolved gases and salinity
Nikitiuk B., Lenev D., Pisarev V. et al., Journal of Colloid and Interface Science 2026 Vol. 718 Article 140444
Hypothesis:Accurate determination of interfacial tension values is crucial for many modeling applications in the oil and gas industry. However, many of the presently used empirical and theoretical models show poor prediction accuracy and do not allow for direct consideration of the concentrations of gases and salts dissolved in the system as well as the specific ...
Added: October 28, 2026
Predicting multi-component oil viscosity using machine learning methods
Deshchenya V., Nikolay D. Kondratyuk, Sivakova A. et al., Chemical Engineering Sciences 2027 Vol. 337 Article 124616
Accurate prediction of complex formulation viscosity is crucial for the lubricant industry and engineering processes. However, developing generalizable models remains challenging due to the complexity of industrial mixtures and the scarcity of public experimental data, often resulting from corporate proprietary restrictions. This study presents a machine-learning workflow for viscosity estimation from a proprietary pseudonymized dataset, ...
Added: October 28, 2026
PARSE: Physical attribute representativity and stationarity evaluator open-source library for 3D images using scalar and vector metrics
Zubov A., Zubov A., Малявко, Я. et al., Computer Physics Communications 2025 Vol. 317 Article 109860
The concept of representative volume (REV, or RVE in material sciences) is the cornerstone of continuum scale models – one needs to get the volume big enough so that it could be represented with an averaged value (scalar, vector or tensorial, etc.). While REV should be established in all larger scale simulations, this is rarely ...
Added: October 28, 2026
Россия – Китай: ключевые тренды II квартала 2026 года
Lola I. S., Asoskov D., ИСИЭЗ НИУ ВШЭ, 2026.
Центр конъюнктурных исследований Института статистических исследований и экономики знаний НИУ ВШЭ (ЦКИ ИСИЭЗ НИУ ВШЭ) представляет аналитический дайджест с оперативными показателями развития российско-китайских торгово-экономических отношений по итогам II квартала 2026 года.Представлен анализ динамики и структуры экспорта и импорта, средних цен и условий торговли, интенсивности, взаимозависимости и концентрации торговли по товарам и странам, сравнительных преимуществ и ...
Added: October 27, 2026
Состояние и перспективы ИТ-отрасли в 2025 г. (отдельные результаты конъюнктурного мониторинга)
Lola I. S., Asoskov D., ИСИЭЗ НИУ ВШЭ, 2026.
Центр конъюнктурных исследований Института статистических исследований и экономики знаний НИУ ВШЭ представляет информационный обзор, подготовленный в рамках Программы фундаментальных исследований НИУ ВШЭ по теме «Оценка делового климата в условиях формирования новой модели экономического роста на базе результатов конъюнктурных обследований», характеризующий отдельные деловые тенденции, сложившиеся в отрасли информационных технологий (ИТ-отрасль) в 2025 г. Работа базируется на результатах ...
Added: October 27, 2026
Лидерство в глобальном энергопереходе: позиция и роль Китая в технологической трансформации мировой экономики
Костюнина С. Б., Современная мировая экономика 2026 Т. 4 № 1 С. 26–49
The energy transition has the potential to become an economic revolution. For countries that depend on hydrocarbon imports, the transition to low-carbon technologies has become not only a factor in energy supply, energy security, economic growth, and environmental protection, but also a factor influencing global markets. To examine this influence and assess the prospects for ...
Added: October 27, 2026
Amplifying Latent Safety in Large Language Models via Gated Activation Steering
Roman Prosvirnin, Suslov A., Aleksei Soldatov et al., Computation 2026 Vol. 14 No. 10 Article 261
Abstract Safety-aligned language models often encode that a request is harmful yet still comply with it. We turn this gap between internal recognition and observable behavior into an inference-time defense. The proposed activation-steering method uses a multiplicative operator that amplifies the residual-stream component along a harm-recognition direction. Intervention strength scales with the model’s own assessment of ...
Added: October 27, 2026
PACTraD: Multi-Task Benchmark and Domain-Specific Attention Mechanism for Wildlife Classification, Detection, and Segmentation in Protected Area Camera Trap Data
Aleksei Samarin, Nazarenko A., Nazarenko D. et al., Big Data and Cognitive Computing 2026 Vol. 10 No. 11 P. 1–52
Camera traps are a key tool for non-invasive wildlife monitoring, yet models trained on existing benchmarks often generalize poorly to new regions due to domain shift, class imbalance, and natural variability in illumination, season, and background. We introduce PACTraD, a benchmark of 116,973 annotated camera trap images collected in a protected area of the Baikal ...
Added: October 27, 2026
2026 10th Scientific School Dynamics of Complex Networks and their Applications
IEEE, 2026.
Proceedings of the X Scientific School "Dynamics of Complex Networks and their Applications" (DCNA'2026) contain papers of reports of scientists and specialists in the field of intelligent technologies, engineering education, research and design of complex networks. DCNA'2026 was held from 10 to 12 September 2026 in Moscow, Russia, as a part of the International Forum on Artificial Intelligence and ...
Added: October 26, 2026
A Curated Dataset for Chemical Characterization of Heated Tobacco Product Aerosol
Maddalena L., Yildiz B., Del Vecchio Blanco F. et al., Scientific data 2026 P. 1–20
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Added: October 26, 2026
Agent-Controlled Touchpoint Dominance for Satisfaction and Loyalty in E-Commerce: The Platform's Last-Mile Paradox
Starostin A., Veselova A., International Journal of Service Science, Management, Engineering, and Technology 2026 Vol. 17 No. 1 P. 1–28
This article challenges the prevailing view that customer experience in online retail is shaped primarily at the digital interface. Instead, the authors investigate whether physical, interpersonal service encounters at third-party pickup points carry greater weight. Using the partial least squares structural equation modeling to evaluate 18,023 marketplace customers, they analyzed five sequential journey stages to ...
Added: October 24, 2026
A Multi-Feature Fusion Deep Neural Network with Attention for Multi-Task Crop Monitoring
Obsie E. Y., Zhan Y., Liu Y., Engineering Research Express 2026 Article 7
Maintaining plant health is crucial for crop quality, food security, and agricultural productivity. Although deep learning methods have shown strong potential for species, disease, and severity classification, most existing approaches tackle these tasks separately, failing to exploit shared representations and interdependencies among them. Furthermore, the variability of disease symptoms, such as subtle differences in size, ...
Added: October 22, 2026
Влияние санкционных шоков на техническую эффективность сельскохозяйственных предприятий: опыт молочного животноводства региона
Nikulina Y., / Высшая школа экономики. Серия EC "Economics". 2026. № 1.
This paper estimates the impact of the international sanctions of 2014 and 2022, as well as the food embargo, on the technical efficiency of agricultural enterprises. The assessment was carried out using panel data from agricultural enterprises specializing in dairy production in the Leningrad Region for the period 2010–2023, employing stochastic frontier analysis. It is ...
Added: October 11, 2026
Исследование свойств оптического покрытия на основе упрощенного симулятора процесса напыления
Isaev T. F., Шаров А. Н., Журнал вычислительной математики и математической физики 2026 Т. 66 № 1 С. 83–93
Исследуются свойства оптических покрытий на основе использования упрощенного симулятора ошибок в толщинах слоев покрытий при их напылении. Обосновывается возможность такого подхода. Выводятся аналитические оценки среднеквадратичного значения нормы вектора ошибок и степени коррелированности ошибок в толщинах слоев покрытия. Изучается зависимость среднеквадратичного значения нормы вектора ошибок и свойств покрытия от уровня случайных ошибок в слоях. ...
Added: October 5, 2026
Subsidy Effects on Productivity and Technical Efficiency of Corporate Dairy Farms in the Russian Federation
Nikulina Y., Jamali Jaghdani T., Götz L. et al., / Series "Working Papers". 2026.
The impact of state subsidies on Russia's post-Soviet dairy output remains controversial; this study provides an empirical analysis of that relationship. Using an unbalanced panel dataset of 123 dairy enterprises in the Leningrad Region spanning the period from 2010 to 2023, we employ stochastic frontier analysis to assess these relationships. The results indicate that subsidies ...
Added: September 30, 2026
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